Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1596846.3816 | 1503017.2313 | 93829.1503 | 91912041.1026 | 93792263.8722 | -1880222.7696 |
Total P&L (%) | 1596.8464 | 1503.0172 | 93.8292 | 91912.0411 | 93792.2639 | -1880.2228 |
Avg Daily Profit (%) | 0.8593 | 0.8088 | 0.0505 | 0.3679 | 0.369 | 0 |
Buy And Hold Return (%) | 9493.4188 | 9493.4188 | 9493.4188 | 9493.4188 | 9493.4188 | 9493.4188 |
Max Trade Drawdown | -44113 | -43326 | -47623 | -17934227 | -8385786 | -18319637 |
Profit Factor | 5.8386 | 12.1334 | 1.4811 | 2.3547 | 5.1344 | 0.9584 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 41.6667 | 45.2381 | 38.0952 | 41.6667 | 45.2381 | 38.0952 |
Ratio Avg Win / Avg Loss | 8.174 | 14.6877 | 2.4068 | 3.2966 | 6.2154 | 1.5573 |
Largest Winning Trade | 542982 | 542982 | 62393 | 39603279 | 39603279 | 21760679 |
Largest Losing Trade | -24718 | -19228 | -24718 | -10015400 | -3560855 | -10015400 |
Avg Bars in Trades | 62 | 65 | 58 | 62 | 65 | 58 |
Avg Bars in Winners | 117 | 128 | 104 | 117 | 128 | 104 |
Avg Bars in Losers | 22 | 13 | 30 | 22 | 13 | 30 |
Bars Traded | 5221 | 2746 | 2474 | 5221 | 2746 | 2474 |
Profit Streak | 0 | 70.7864 | 0 | 0 | 70.7864 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147166 | -145326 | -293547 | 393892 | 580511 | -582586 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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